windowless control z-order problem

I have an MFC dialog based application which contains several overlapping windowless ActiveX controls. The problem is the top-most windowless controls are not sent events first by the container. If the z-order is changed so that the desired controls get the events then they are obscured by the other windowless controls. In short, windowless controls are 'painted' onto the container from low to high z-order (highest z-order number displayed on 'top'), BUT events are sent the same way, so if several windowless controls overlap, the bottom-most (not intuitive and not the same as windowed controls work) control gets the event, not the topmost. Anyone run into this and/or have a work around? Any inputs are greatly appreciated. Thanks.